-37.3%
DOCS vs CAH
+454.8%
-492.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.5% |
| 7D | -4.2% | +5.9% | -10.1% | -4.6% |
| 30D | +8.6% | +16.5% | -7.9% | +7.4% |
| 3M | +27.2% | +15.7% | +11.5% | +25.9% |
| 6M | +26.5% | +52.7% | -26.2% | +22.6% |
| YTD | -25.0% | +36.3% | -61.3% | -26.7% |
| 1Y | -37.0% | +36.7% | -73.7% | -38.4% |
| 3Y | +39.4% | +178.2% | -138.7% | +20.3% |
| 5Y | -56.7% | +515.8% | -572.5% | -68.6% |
| All | -37.3% | +454.8% | -492.1% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling